-3.1%
CMG vs EOSE
-70.0%
+66.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.2% |
| 30D | +10.9% | -6.8% | +17.7% | +11.0% |
| 3M | +15.8% | -36.3% | +52.1% | +17.6% |
| 6M | +6.9% | -38.8% | +45.7% | +7.6% |
| YTD | -2.2% | -65.5% | +63.4% | +0.5% |
| 1Y | -7.1% | -45.3% | +38.2% | -8.2% |
| 3Y | -7.1% | +44.2% | -51.3% | -17.8% |
| All | -3.1% | -70.0% | +66.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling